Nrdvana
NinjaTrader 8 Market Replay data, converted to clean CSV and Parquet.
NinjaTrader locks Market Replay in .nrd files that nothing else can read. Nrdvana
turns them into the formats traders actually work in — tick, market depth, and time bars —
in seconds, on your own machine, with no NinjaTrader installation required.
The goal is simple and ambitious: make replay data a first-class research asset. Not a locked archive you fight with, but a clean, verified, automated pipeline feeding whatever you actually build in.
What it does
Point it at a single file, a folder, or an entire replay tree. It decodes every session, filters to the hours you care about, converts to your timezone, and writes one file per day — or per week, month, or the whole range.
Output formats
Fourteen targets from one pass — ask for several at once and it writes them together.
| Format | Target | Depth | Granularity |
|---|---|---|---|
nt8 | NinjaTrader 8 tick import | trades | tick |
mt4 | MetaTrader 4 History Center bars | trades | time bars |
mt5 | MetaTrader 5 custom-symbol ticks | L1 | tick |
ts | TradeStation ASCII bars | trades | time bars |
ohlcv | OHLCV — platform-neutral time bars | trades | time bars |
nc | Canonical — everything the replay stream contains | L1 + L2 | tick |
n2c | Community — the standard export layout | L1 + L2 | tick |
parquet | Apache Parquet — columnar, for research | L1 + L2 | tick |
scid | Sierra Chart Intraday ticks | trades | tick |
feather | Feather / Arrow IPC — zero-copy loads in pandas & polars | L1 + L2 | tick |
sl2 | SquidEyes L2 — compact binary event stream, CRC-checked | L1 + L2 | tick |
sbd | SquidEyes bar data — compact binary, windowed sessions | trades | M1 bars |
ndjson | Newline-delimited JSON — one object per event | L1 + L2 | tick |
custom | Custom CSV — your columns, your order, your delimiter | L1 + L2 | tick |
sl2 and sbd are open, MIT-licensed binary formats with a
published reader — built for backtesting engines that would rather memory-map a stream than
parse CSV. Every format in detail →
Feature set
Batch at scale
- Files, folders (searched recursively), or globs — in any combination
- Group output per day, week, month, or one combined file
.gzcompression per file, and.zipto bundle a whole run- Converts contract groups in parallel
Sessions & time zones
- RTH, ETH, or any custom window (e.g.
07:15-11:45) - Session windows anchored to the exchange trading day
- Output in ET, CT, MT, PT, UTC, or any Windows/IANA zone
- Daylight-saving transitions handled correctly
Bars, when you want them
- M1–M30, H1–H12 — standard MetaTrader-style timeframes
- Several sizes in a single pass, each to its own file
- Clock-aligned open times, so they drop straight into a chart
Research-ready output
- Apache Parquet — typically several times smaller than CSV
- Loads in one line from DuckDB, pandas, polars, or R
- UTC microsecond timestamps, unambiguous across DST
Runs unattended
- Installs as a Windows service that watches your replay folder
- New and re-downloaded files convert themselves, automatically
- Remembers what it already did — a restart doesn't redo the tree
- System-tray agent: live status at a glance
Runs headless on Linux
- Runs anywhere Linux containers run — cloud box, VPS, or on-prem
- Converts within your S3-compatible bucket, in to out
- Configured entirely by environment — built for automation
- Licensed per running instance
Repeatable runs
- Save any set of options to a small JSON config file
- Re-run a standard conversion with one short command
- Clear exit codes for scripting and schedulers
Plans
| Plan | Price | Includes |
|---|---|---|
| Trial | Free — no card | Everything, limited to 25 converted files — no time limit |
| Basic | $15/mo or $149/yr | All fourteen formats, batching, sessions, bars, Parquet |
| Pro | $249/yr | Everything in Basic + unattended Windows service |
| Server | $249/yr per instance | The headless Linux worker, for your own cloud server |
| Lifetime | $799 once | Everything in Pro, forever, with updates for life |
Basic yearly is two months free. Pro and Server are annual only. No minimum term on Basic — cancel any time. Start the free trial or see pricing.
Your data stays yours
Everything converts locally on your machine. The CSV and Parquet you produce are yours to keep and use — even if a subscription ends. Only the converter is licensed.
Requirements
Windows 10/11 or Windows Server, x64 — a single self-contained executable with no runtimes, no NinjaTrader installation, nothing else to install. The Server tier runs headless wherever Linux containers run. Each license works on one machine, and it keeps working for up to 14 days without a connection.
Where this is going
Nrdvana is built to become the dependable bridge between NinjaTrader's replay archive and serious quantitative work. Next on the path: a signed one-click installer with no security warnings, and deeper automation around the unattended service and the Linux worker. The through-line never changes — your data, converted accurately, on your machine, in whatever shape your tools need.
Work with us — affiliates & partners
Do you sell market data, teach traders, or build tools they rely on? Nrdvana is a natural companion to what you already offer, and we pay a recurring commission on every customer you refer — with a co-branded landing page and a live dashboard so you can see your referrals and earnings at any time.
Let's talk: louis@squideyes.com